+189.8%
NOC vs IAG
+423.2%
-233.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.8% |
| 7D | -1.8% | -4.1% | +2.3% | -1.6% |
| 30D | -9.4% | +10.6% | -20.1% | -10.0% |
| 3M | -3.8% | +35.4% | -39.2% | -5.5% |
| 6M | -28.8% | -9.5% | -19.2% | -28.8% |
| YTD | -7.9% | +21.8% | -29.7% | -9.4% |
| 1Y | -9.0% | +84.1% | -93.2% | -12.6% |
| 3Y | +29.1% | +817.4% | -788.3% | +13.6% |
| 5Y | +58.9% | +830.1% | -771.1% | +36.7% |
| All | +189.8% | +423.2% | -233.4% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling